+1,164.6%
ARES vs CF
+285.4%
+879.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.3% |
| 7D | -1.7% | +6.0% | -7.7% | -2.9% |
| 30D | +0.3% | +14.8% | -14.6% | -2.7% |
| 3M | +8.5% | +14.1% | -5.6% | +5.0% |
| 6M | +23.5% | +28.5% | -5.1% | +13.8% |
| YTD | -11.2% | +74.9% | -86.2% | -23.9% |
| 1Y | -19.3% | +61.7% | -81.0% | -29.8% |
| 3Y | +48.7% | +80.3% | -31.7% | +23.3% |
| 5Y | +106.5% | +226.0% | -119.4% | +41.9% |
| 10Y | +1,055.3% | +569.9% | +485.5% | +565.5% |
| All | +1,164.6% | +285.4% | +879.3% | +655.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling